When a person in the game is blasted by a shotgun during game play, the wound on that person is that of a bullet wound, and not a buckshot wound. A bullet wound (what is seen) is one small hole with a little blood around it, and a buckshot wound should be seen as a large splatter of blood on the person's body.
Most of the guns in the game cost more than the properties the player can buy.
There is moments when animals gets their 3D models replaced with the human ones for no reason.
In the mission "Old Friends, New Problems", when Bonnie is greeted, the subtitles say "Howdy, miss", when the man that greets here says "Ma'am". This was fixed in the Game of the Year Edition.
The subtitles for the mission "Flowers for a Lady" say "/rWell, that's very sweet of you" for Jack's line. This was fixed in the Game of the Year Edition.
When Jack Marston confronts Agent Ross, he tells him he saw him kill his father, but at the moment John was shot, Jack was at least a mile away from the farm, escaping on horseback with his mother. They turn around and go back after they hear the gunshots, so there was no way Jack could have actually witnessed Ross killing John.